Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
type: Item
instance of: scholarly article
title: Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
author: Anestis Touloumis
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
full work available at URL: https://arxiv.org/abs/1410.4726
full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62J07
zbMATH DE Number: 6984137
zbMATH Keywords: covariance matrix
zbMATH Keywords: high-dimensional settings
zbMATH Keywords: nonparametric estimation
zbMATH Keywords: shrinkage estimation
describes a project that uses: R
MaRDI profile type: Publication
OpenAlex ID: W1990974373
cites work: A two-sample test for high-dimensional data with applications to gene-set testing
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cites work: Q3237829
DOI: 10.1016/J.CSDA.2014.10.018
description: scientific article; zbMATH DE number 6984137